Honestly, if we want to have proper immersion, I should be able to cut a hole in every single wall and jump out of the building.

That's a logical fallacy, for several reasons.

1. Cutting through every single wall would ruin the point of there being walls.
2. You can't just cut through every freaking wall, because not every freaking wall is as thin as a door. If they were, Qui-Gon and Obi-Wan would've been able to go in a straight line to the Trade Federation ship's bridge.
3. Saying that the only way to have proper immersion is freedom to destroy any barrier whatsoever is absurd because that's not even what I was talking about.

"There is something going on in time and space, and beyond time and space, which, whether we like it or not, spells duty." -Winston Churchill

"For of all sad words of tongue or pen, The saddest are these: 'It might have been!'" -John Whittier